Prati
Aubrey Poon
Aubrey Poon
School of Economics, University of Kent
Potvrđena adresa e-pošte na kent.ac.uk - Početna stranica
Naslov
Citirano
Citirano
Godina
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity
JL Cross, C Hou, A Poon
International Journal of Forecasting 36 (3), 899-915, 2020
852020
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
G Koop, S McIntyre, J Mitchell, A Poon
Journal of Applied Econometrics 35 (2), 176-197, 2020
662020
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
J Cross, A Poon
Economic Modelling 58, 34-51, 2016
552016
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
D Gefang, G Koop, A Poon
International Journal of Forecasting 39 (1), 346-363, 2023
302023
Computationally efficient inference in large Bayesian mixed frequency VARs
D Gefang, G Koop, A Poon
Economics Letters 191, 109120, 2020
282020
High-dimensional conditionally Gaussian state space models with missing data
JCC Chan, A Poon, D Zhu
Journal of Econometrics 236 (1), 105468, 2023
202023
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
D Gefang, G Koop, A Poon
CAMA Working Paper, 2019
192019
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics
J Mitchell, A Poon, D Zhu
Journal of Applied Econometrics, 2024
182024
Assessing the synchronicity and nature of australian state business cycles
A Poon
Economic record 94 (307), 372-390, 2018
162018
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach
A Poon
Empirical Economics 55, 417-444, 2018
152018
Reconciled estimates of monthly GDP in the United States
G Koop, S McIntyre, J Mitchell, A Poon
Journal of Business & Economic Statistics 41 (2), 563-577, 2023
142023
Nowcasting Euro area GDP growth using Bayesian quantile regression
J Mitchell, A Poon, GL Mazzi
Essays in honor of M. Hashem Pesaran: Prediction and macro modeling, 51-72, 2022
132022
Reconciled estimates and nowcasts of regional output in the UK
G Koop, S McIntyre, J Mitchell, A Poon
National Institute Economic Review 253, R44-R59, 2020
122020
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
M Iacopini, A Poon, L Rossini, D Zhu
Journal of Economic Dynamics and Control 157, 104757, 2023
112023
Conditional forecasts in large bayesian VARs with multiple soft and hard constraints
JCC Chan, D Pettenuzzo, A Poon, D Zhu
Available at SSRN 4358152, 2023
112023
Nowcasting ‘true’monthly US GDP during the pandemic
G Koop, S McIntyre, J Mitchell, A Poon
National Institute Economic Review 256, 44-70, 2021
102021
Reconciled Estimates of Monthly GDP in the US
G Koop, SG McIntyre, J Mitchell, A Poon
FRB of Cleveland Working Paper, 2022
92022
Trend inflation and inflation compensation
JA Garcia, A Poon
International Monetary Fund, 2018
92018
Large stochastic volatility in mean VARs
JL Cross, C Hou, G Koop, A Poon
Journal of Econometrics 236 (1), 105469, 2023
82023
Inflation trends in Asia: implications for central banks
JA Garcia, A Poon
Oxford Economic Papers, 2021
82021
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